Search a Expc 90 Edit Cred Con Com Org Diversification is the risk reduction that occurs from creating portfolios of investments with less than perfect correlation. Diversification results when the unique or unsystematic risk of one investment offsets the unique or unsystematic risk of another investment. We should be able to identify the benefit of diversification by comparing the risk reduction that occurs from combing two investments in common stock that are highly correlated with the risk reduction that occurs from combining two investments in common stock that are less correlated For this exercise you will use the monthly returns from owning Apple Computer (AAPL), Walmart (WMT) and Microsoft (MSFT) common stock from 10/31/2012 through 10/31/2018. Intuitively it seems that Apple and Microsoft would share more risks than Apple and Walmart. If this is true, the correlation coefficient between Apple and Microsoft should be higher than the correlation coefficient between Apple and Walmart. 1 - In the posted template you should calculate the average monthly return, median monthly return, standard deviation of monthly returns, and variance of monthly returns for each of the three stock investments. I have also included the daily returns for a portfolio that is invested in equal dollar amounts of Apple & Walmart and the daily returns for a portfolio that is invested in equal dollar amounts of Apple & Microsoft each month. 2 - In the posted template you should calculate the average monthly return, median monthly return, standard deviation of monthly returns, and variance of monthly returns for each of these two portfolios. If there is no reduction of risk from diversification the average standard deviation of the two stocks should be the same as the standard deviation of the portfolio combining the two stocks. 3. Use the average standard deviation of the returns of the pairs of stock investments compared to the 2 Red Prot Com FILE Create, form Ed De Cr Cor 3 - Use the average standard deviation of the returns of the pairs of stock investments compared to the actual computed standard deviation (not the analytical standard deviation) of each of the pairs of stocks to measure the percentage reduction in risk achieved through diversification. 4 - Use Excel to calculate the correlation coefficient (CORREL(array / array2)) between Apple and Walmart and the correlation coefficient between Apple and Microsoft. 5 - Using your calculated correlation coefficients, variances and standard deviations I have entered the formula found on page 377 in Chapter 12 of the your textbook to calculate the Analytical Variance of these two portfolios. Use this value to calculate the Analytical Standard Deviation and compare it to the actual standard deviation you caleulated in 2 above. Cor LO Org 2 Red O Prot 5 - Comment on whether or not the risk reduction is consistent with the measures correlation coefficients. Upload your spreadsheet in Canvas with solutions filled in the yellow boxes on the provided template. Com 2. Fil& Create, H20 L M. N 1 H D E F G A AAPL & MSFT WMT MSET Name: Correlate and Risk Reduction 41 AAPL Average Monthly Return Median Monty Return Std Deviation of Monthly Return Variance of My Retum #2 AAPLA WMT Average Monthly Return Median Monthly Return Std Deviation of Monthly Return Variance of Monthly Return 5 5 7 NOO'O NOGO Analytical Variance Analytical Standard Deviation IN 14 Correlation coefficient Between ML & WMT 15 16 Correlation coefficient iletwe MPL MSFT 17 18 10 Comment on Risk Reduction Correlation 20 21 22 Average of Standard Deviations Average of Monthly Returns 0.00% 0.00% 0.00N 0.00% Risk Reduction as of Average Sid Dev Monthly WUT MAPLE WAT Monty Return Monthly Return MPL & MSFT Monthly Return 24 25 20 72 $ 75,02 72.02 6823 SE WT NO NET MOT MECO NOO NESE 70.78 7483 77.72 10 11 12 13 14 74.84 7449 10/11/12 SAS OS 11/10/12 81.61 17/01/12 7602 1/11/13 6102 2/20/13 63.00 3/20/13 6324 4/10/13 63.25 5/31/13 64.25 6/28/13 56.65 7/11/13 64.65 R/30/13 69.60 9/30/12 68.11 10/1/15 74.67 11/29/12 19.44 12/31/13 80215 1/31/14 7:51 2/20/14 75.18 a 1/14 76.68 4/30/14 14.30 5/30/14 90.43 4.DON 3.265 2.525 1.19 5.72 JEN -3.71 0.47 4.63% 6.16 1:34 3.77 5.55 77.94 35 28.54 26.62 26.71 27.45 27.80 28.61 33.10 34.90 34.55 31 50 33.40 33.28 35.41 38.13 37.41 37.84 38.31 40.99 40.40 22.38 73.50 6.74 0.36 2.27N 1.28 2.90% 15.71% 5.4 -10 -733N 4.00% 0.35 6.39% 7.70% -1-89% 1 15% 1.26% 7.00% 1.4 1 34% 1. IN 14.12% 7.66% 7.15 3.64% 6.3 0.898 -10.27 5.125 2.ON 9.94% $ 100.00 S 97.16 $ 90.19 584.83 $ 8402 $ 86.55 588 23 5 87.29 $81.92 $ 89.60 $ 90.19 $ 89.82 $ 95.84 $ 101.56 $ 100.56 $ 92.58 $ 94.97 $ 97.02 $10392 $ 105.78 $ 100.00 2.84 95.78 -7.17 91.61 5.94 86.28 0.95 $85.49 3.00$ 86,85 1.94% 93.69 1.07% 96.97 -6.15% 90.74 9.38% $ 93.60 0.65N'S 99.40 -0.40NYS 98.23 6.71 $106.10 5.97113.57 0.99 $ 113.00 -7.93%'$107.52 2.57% $110.99 2.16 $115.98 7.12 $120.91 1.79$ 126. 12 4.22% 4 36 5.82 0915 1.59% 7.87% 3.50% -6.42% 3.15% 6.28 -1.25% B01N 7.04% -0.50% 4.815 3.18% 4.50% 4.25 4.305 12 HE 19 40 41 42 43 64 21.01 78.69 74.68 74.70 76.43 79,71 5.10 DON 232x 4.29 1.6 76 77 4094 Correlation and Risk ARRA + Ready fx 1/31/2017 M N 6 H C D A 7.27% 3.69N IN NE NEEL 7677 75.07 73.58 75 50 76.47 76.27 87.54 8588 84 98 8393 L 4.30 2.31% 3.19 6.24% 0.17% 4.23 5.98 3.02% 7:20 10.12 9.54 14N 0:58 9.09% 5.21% 10.115 0.225 4.75% 1.24% NOT NEZE ME 0.24 13.643 1.12 4.47% 4.11% 5/10/14 90.4) f/30/14 92.93 95.60 1/29714 102.50 9/2014 100.75 10/31/14 108.00 11/28/14 118.99 12/31/14 110.30 10/15 117.16 2/27/15 128.46 3/11/15 124.4 4/30/15 125.15 5/29/15 130.28 6/30/15 1254) 7/11/15 121.30 11/15 112.76 w/15 110.30 10/10 119.50 11/10/15 111.30 12/31/15 105.26 179/16 97.34 2/29/16 9.69 1/31/16 1089 4/29/16 93.74 5/11/16 99.86 6/10/16 95.60 7/29/16 104.21 /31/10 106.10 9/2016 113.05 10/31/16 11/10/16 110 52 12/30/16 11582 1/21/17 121.35 2/20/17 136.99 3/31/17 145.66 4/2017 143.65 501/17 152.76 6/10/17 144 02 7/31/17 148.73 B/31/17 164.00 9/9/17 154.12 10/31/17 169.00 1170/17 171.85 12/29/17 Correlation and Risk - OEN 21R 14N 100 1102 -752 0.67 12.72 13.99 6.53N 427 9.01N 1.IN 6.555 7805 7427 70.93 71.98 64.73 64.84 57.24 58.84 61.30 66 36 66.34 68 49 66.87 70.70 73.02 72.97 71.44 72.12 20.02 70.43 69.12 66.74 70.93 72.08 75.18 78.60 75.68 79.99 78.07 78.14 57.31 97.23 98 75 2.61N 1.28N -0.26% 14.78% J.ON -1.05N -124 2.00% 5.11% -4.84 4 50N LAN -10.07% 0.17 -11.72N 2.ON 4 18 8.25 0.ON 3.24% 20 5.85N 16N 0.07% -2.105 0.95% -2.91N 0.59N -1.86N -3,44N 6.28N 1.62N 4.30N 4.55N 1.72% 5.70W 2.40 0.09 11.74N 11 36% 40.94 41.70 41.16 45.43 46.36 46.95 47.81 46.45 40.40 43.85 40.66 48.64 46.86 4415 46.70 43.52 44.26 52.64 54.35 55.48 55.09 50.88 55.23 49.82 53.00 51.17 56.60 57.46 57.60 59.92 60.26 62.14 64.65 63.98 65.86 68.46 69.54 6893 72.70 74.77 74.49 83.18 84.17 85.54 1.34N 1.86N 3.SON 5.26N 2.05N 122 1.83N -2.84N -13.02N 8.54 -7.29% 19.64% -3.66% 5.78 5.78N 6.IN 1.70X 18.93 1.25% 2.ORN 0.70N -7.64N SN 9.70N 6.28 3.45N 10.77 1.ON 0.24N 4.03% 0.57% 3.12% 4.04N -1.04N 2.94% 3.95 2.02N -1.30% 5.478 2.85% 0.37% 11.67% 1.19% 1.63% $ 105,78 $106.07 $ 106,54 $ 111.78 $111.54 $ 115.41 $ 129.78 $123.88 $ 127.04 $132.38 $128.98 $126.06 $125.59 $ 120.42 $ 119.30 $ 109.12 $ 108 03 $ 106 20 $ 107.15 $ 103.49 $103.86 $ 101.50 $111.76 $ 102.62 5 108 97 $ 108 37 $ 113.21 $111.05 5117.29 $115.84 $ 114.64 $ 116.32 $117.10 5128.32 $132.48 $ 135.33 $ 142.70 $135.96 $ 142.06 $ 147.65 $ 143,26 $ 158,61 $ 168.93 $168.97 1 K 1.79% $ 126.12 0.28 $ 129.03 0.44 $133.14 4,91% 141.45 0.21% $ 141.69 3.47 $147.69 12.45 15651 4.54146.66 2.55S 143.55 420N $ 156,60 2.57$ 148.44 2.26 $ 163.44 0.37% 163.80 4.11N 156.01 -0.90'S 157.95 -8.56NVS 147.02 -1.01% 146.66 -1.69166.66 0.90N 168.53 3.42 161.00 0.37154.37 0.3SN'S 147.95 7.98% 163.70 6.10N'S 144.30 6.19NS 153.54 0.59 147.61 4.47 $ 162.21 0.14164.79 3.75 $ 170,39 -1.24NS 174.19 -104N'S 172.37 1.47$ 179.19 0.67 $187.09 9.58% 198,18 3.25%$ 205.91 2.15$ 209.97 5.45 $218.74 4.72 $ 211.06 4.43 $ 220.29 3.33 $234.73 2.97% $ 227.22 10.71 $251.47 65185195206 0.02 $255.19 4 RON 4.72 12.9% 4.87% 0.01% 6.34% 5.22% 3.29% 10 21 602 9.68% 1.66% -1.52% + 10.64 11.05 6.40% -3.86 9a9N 1.59 3.40N 2.23 105N 196 4.4IN 5.98 1.9ON 1.97% 4,18 -3.51% 437% 6,56% -3-20% 10.67% 1.43% 0.05% 16923 156N 0.05% 5.00% 2.54N 12/29/17 1/31/18 2/28/18 3/30/18 4/30/18 5/31/18 6/29/18 7/31/18 8/31/18 9/28/18 10/31/18 169.23 167.43 178.12 167.78 165.26 186.87 185.11 190.29 227.63 225.74 218.86 -1.52% -1.06% 6.38% 5.81% -1.50% 13.08% 0.94% 2.BOX 19.62% 98.75 106.60 90.01 88.97 88.46 82.54 85.65 89.23 95.86 93.91 100.28 1.56N 7.95% -15.56% -1.16% 0.57 -6.69% 3.77% 4.18% 7.43% -2.03% 6.78 85.54 95.01 93.77 91.27 93.52 98.84 98.61 106.08 112.33 114.37 106.81 1.63% 11.07% -1.31% -2.67% 2.47% 5.69% -0.23% 7.58% 5.89% 1.82% 6.61% $168.97 $174.78 $ 166.76 $ 160.96 $ 159.29 $164.37 $ 165.70 $ 172.51 $ 195.85 $ 193.04 $ 196.65 0.02 $255.19 3.44%'$ 267.96 4.59 $ 274.76 -3.48%$ 263.13 -1.04 $264.39 3.19 $289.20 1.41%$ 287.50 3.49% 302.41 13.53N 340.99 -1.43% $342.67 187$ 326.13 0.48N 9.38% 0.59% 5.19% 12.76X 0.49% 4.83% 3.05% Search a Expc 90 Edit Cred Con Com Org Diversification is the risk reduction that occurs from creating portfolios of investments with less than perfect correlation. Diversification results when the unique or unsystematic risk of one investment offsets the unique or unsystematic risk of another investment. We should be able to identify the benefit of diversification by comparing the risk reduction that occurs from combing two investments in common stock that are highly correlated with the risk reduction that occurs from combining two investments in common stock that are less correlated For this exercise you will use the monthly returns from owning Apple Computer (AAPL), Walmart (WMT) and Microsoft (MSFT) common stock from 10/31/2012 through 10/31/2018. Intuitively it seems that Apple and Microsoft would share more risks than Apple and Walmart. If this is true, the correlation coefficient between Apple and Microsoft should be higher than the correlation coefficient between Apple and Walmart. 1 - In the posted template you should calculate the average monthly return, median monthly return, standard deviation of monthly returns, and variance of monthly returns for each of the three stock investments. I have also included the daily returns for a portfolio that is invested in equal dollar amounts of Apple & Walmart and the daily returns for a portfolio that is invested in equal dollar amounts of Apple & Microsoft each month. 2 - In the posted template you should calculate the average monthly return, median monthly return, standard deviation of monthly returns, and variance of monthly returns for each of these two portfolios. If there is no reduction of risk from diversification the average standard deviation of the two stocks should be the same as the standard deviation of the portfolio combining the two stocks. 3. Use the average standard deviation of the returns of the pairs of stock investments compared to the 2 Red Prot Com FILE Create, form Ed De Cr Cor 3 - Use the average standard deviation of the returns of the pairs of stock investments compared to the actual computed standard deviation (not the analytical standard deviation) of each of the pairs of stocks to measure the percentage reduction in risk achieved through diversification. 4 - Use Excel to calculate the correlation coefficient (CORREL(array / array2)) between Apple and Walmart and the correlation coefficient between Apple and Microsoft. 5 - Using your calculated correlation coefficients, variances and standard deviations I have entered the formula found on page 377 in Chapter 12 of the your textbook to calculate the Analytical Variance of these two portfolios. Use this value to calculate the Analytical Standard Deviation and compare it to the actual standard deviation you caleulated in 2 above. Cor LO Org 2 Red O Prot 5 - Comment on whether or not the risk reduction is consistent with the measures correlation coefficients. Upload your spreadsheet in Canvas with solutions filled in the yellow boxes on the provided template. Com 2. Fil& Create, H20 L M. N 1 H D E F G A AAPL & MSFT WMT MSET Name: Correlate and Risk Reduction 41 AAPL Average Monthly Return Median Monty Return Std Deviation of Monthly Return Variance of My Retum #2 AAPLA WMT Average Monthly Return Median Monthly Return Std Deviation of Monthly Return Variance of Monthly Return 5 5 7 NOO'O NOGO Analytical Variance Analytical Standard Deviation IN 14 Correlation coefficient Between ML & WMT 15 16 Correlation coefficient iletwe MPL MSFT 17 18 10 Comment on Risk Reduction Correlation 20 21 22 Average of Standard Deviations Average of Monthly Returns 0.00% 0.00% 0.00N 0.00% Risk Reduction as of Average Sid Dev Monthly WUT MAPLE WAT Monty Return Monthly Return MPL & MSFT Monthly Return 24 25 20 72 $ 75,02 72.02 6823 SE WT NO NET MOT MECO NOO NESE 70.78 7483 77.72 10 11 12 13 14 74.84 7449 10/11/12 SAS OS 11/10/12 81.61 17/01/12 7602 1/11/13 6102 2/20/13 63.00 3/20/13 6324 4/10/13 63.25 5/31/13 64.25 6/28/13 56.65 7/11/13 64.65 R/30/13 69.60 9/30/12 68.11 10/1/15 74.67 11/29/12 19.44 12/31/13 80215 1/31/14 7:51 2/20/14 75.18 a 1/14 76.68 4/30/14 14.30 5/30/14 90.43 4.DON 3.265 2.525 1.19 5.72 JEN -3.71 0.47 4.63% 6.16 1:34 3.77 5.55 77.94 35 28.54 26.62 26.71 27.45 27.80 28.61 33.10 34.90 34.55 31 50 33.40 33.28 35.41 38.13 37.41 37.84 38.31 40.99 40.40 22.38 73.50 6.74 0.36 2.27N 1.28 2.90% 15.71% 5.4 -10 -733N 4.00% 0.35 6.39% 7.70% -1-89% 1 15% 1.26% 7.00% 1.4 1 34% 1. IN 14.12% 7.66% 7.15 3.64% 6.3 0.898 -10.27 5.125 2.ON 9.94% $ 100.00 S 97.16 $ 90.19 584.83 $ 8402 $ 86.55 588 23 5 87.29 $81.92 $ 89.60 $ 90.19 $ 89.82 $ 95.84 $ 101.56 $ 100.56 $ 92.58 $ 94.97 $ 97.02 $10392 $ 105.78 $ 100.00 2.84 95.78 -7.17 91.61 5.94 86.28 0.95 $85.49 3.00$ 86,85 1.94% 93.69 1.07% 96.97 -6.15% 90.74 9.38% $ 93.60 0.65N'S 99.40 -0.40NYS 98.23 6.71 $106.10 5.97113.57 0.99 $ 113.00 -7.93%'$107.52 2.57% $110.99 2.16 $115.98 7.12 $120.91 1.79$ 126. 12 4.22% 4 36 5.82 0915 1.59% 7.87% 3.50% -6.42% 3.15% 6.28 -1.25% B01N 7.04% -0.50% 4.815 3.18% 4.50% 4.25 4.305 12 HE 19 40 41 42 43 64 21.01 78.69 74.68 74.70 76.43 79,71 5.10 DON 232x 4.29 1.6 76 77 4094 Correlation and Risk ARRA + Ready fx 1/31/2017 M N 6 H C D A 7.27% 3.69N IN NE NEEL 7677 75.07 73.58 75 50 76.47 76.27 87.54 8588 84 98 8393 L 4.30 2.31% 3.19 6.24% 0.17% 4.23 5.98 3.02% 7:20 10.12 9.54 14N 0:58 9.09% 5.21% 10.115 0.225 4.75% 1.24% NOT NEZE ME 0.24 13.643 1.12 4.47% 4.11% 5/10/14 90.4) f/30/14 92.93 95.60 1/29714 102.50 9/2014 100.75 10/31/14 108.00 11/28/14 118.99 12/31/14 110.30 10/15 117.16 2/27/15 128.46 3/11/15 124.4 4/30/15 125.15 5/29/15 130.28 6/30/15 1254) 7/11/15 121.30 11/15 112.76 w/15 110.30 10/10 119.50 11/10/15 111.30 12/31/15 105.26 179/16 97.34 2/29/16 9.69 1/31/16 1089 4/29/16 93.74 5/11/16 99.86 6/10/16 95.60 7/29/16 104.21 /31/10 106.10 9/2016 113.05 10/31/16 11/10/16 110 52 12/30/16 11582 1/21/17 121.35 2/20/17 136.99 3/31/17 145.66 4/2017 143.65 501/17 152.76 6/10/17 144 02 7/31/17 148.73 B/31/17 164.00 9/9/17 154.12 10/31/17 169.00 1170/17 171.85 12/29/17 Correlation and Risk - OEN 21R 14N 100 1102 -752 0.67 12.72 13.99 6.53N 427 9.01N 1.IN 6.555 7805 7427 70.93 71.98 64.73 64.84 57.24 58.84 61.30 66 36 66.34 68 49 66.87 70.70 73.02 72.97 71.44 72.12 20.02 70.43 69.12 66.74 70.93 72.08 75.18 78.60 75.68 79.99 78.07 78.14 57.31 97.23 98 75 2.61N 1.28N -0.26% 14.78% J.ON -1.05N -124 2.00% 5.11% -4.84 4 50N LAN -10.07% 0.17 -11.72N 2.ON 4 18 8.25 0.ON 3.24% 20 5.85N 16N 0.07% -2.105 0.95% -2.91N 0.59N -1.86N -3,44N 6.28N 1.62N 4.30N 4.55N 1.72% 5.70W 2.40 0.09 11.74N 11 36% 40.94 41.70 41.16 45.43 46.36 46.95 47.81 46.45 40.40 43.85 40.66 48.64 46.86 4415 46.70 43.52 44.26 52.64 54.35 55.48 55.09 50.88 55.23 49.82 53.00 51.17 56.60 57.46 57.60 59.92 60.26 62.14 64.65 63.98 65.86 68.46 69.54 6893 72.70 74.77 74.49 83.18 84.17 85.54 1.34N 1.86N 3.SON 5.26N 2.05N 122 1.83N -2.84N -13.02N 8.54 -7.29% 19.64% -3.66% 5.78 5.78N 6.IN 1.70X 18.93 1.25% 2.ORN 0.70N -7.64N SN 9.70N 6.28 3.45N 10.77 1.ON 0.24N 4.03% 0.57% 3.12% 4.04N -1.04N 2.94% 3.95 2.02N -1.30% 5.478 2.85% 0.37% 11.67% 1.19% 1.63% $ 105,78 $106.07 $ 106,54 $ 111.78 $111.54 $ 115.41 $ 129.78 $123.88 $ 127.04 $132.38 $128.98 $126.06 $125.59 $ 120.42 $ 119.30 $ 109.12 $ 108 03 $ 106 20 $ 107.15 $ 103.49 $103.86 $ 101.50 $111.76 $ 102.62 5 108 97 $ 108 37 $ 113.21 $111.05 5117.29 $115.84 $ 114.64 $ 116.32 $117.10 5128.32 $132.48 $ 135.33 $ 142.70 $135.96 $ 142.06 $ 147.65 $ 143,26 $ 158,61 $ 168.93 $168.97 1 K 1.79% $ 126.12 0.28 $ 129.03 0.44 $133.14 4,91% 141.45 0.21% $ 141.69 3.47 $147.69 12.45 15651 4.54146.66 2.55S 143.55 420N $ 156,60 2.57$ 148.44 2.26 $ 163.44 0.37% 163.80 4.11N 156.01 -0.90'S 157.95 -8.56NVS 147.02 -1.01% 146.66 -1.69166.66 0.90N 168.53 3.42 161.00 0.37154.37 0.3SN'S 147.95 7.98% 163.70 6.10N'S 144.30 6.19NS 153.54 0.59 147.61 4.47 $ 162.21 0.14164.79 3.75 $ 170,39 -1.24NS 174.19 -104N'S 172.37 1.47$ 179.19 0.67 $187.09 9.58% 198,18 3.25%$ 205.91 2.15$ 209.97 5.45 $218.74 4.72 $ 211.06 4.43 $ 220.29 3.33 $234.73 2.97% $ 227.22 10.71 $251.47 65185195206 0.02 $255.19 4 RON 4.72 12.9% 4.87% 0.01% 6.34% 5.22% 3.29% 10 21 602 9.68% 1.66% -1.52% + 10.64 11.05 6.40% -3.86 9a9N 1.59 3.40N 2.23 105N 196 4.4IN 5.98 1.9ON 1.97% 4,18 -3.51% 437% 6,56% -3-20% 10.67% 1.43% 0.05% 16923 156N 0.05% 5.00% 2.54N 12/29/17 1/31/18 2/28/18 3/30/18 4/30/18 5/31/18 6/29/18 7/31/18 8/31/18 9/28/18 10/31/18 169.23 167.43 178.12 167.78 165.26 186.87 185.11 190.29 227.63 225.74 218.86 -1.52% -1.06% 6.38% 5.81% -1.50% 13.08% 0.94% 2.BOX 19.62% 98.75 106.60 90.01 88.97 88.46 82.54 85.65 89.23 95.86 93.91 100.28 1.56N 7.95% -15.56% -1.16% 0.57 -6.69% 3.77% 4.18% 7.43% -2.03% 6.78 85.54 95.01 93.77 91.27 93.52 98.84 98.61 106.08 112.33 114.37 106.81 1.63% 11.07% -1.31% -2.67% 2.47% 5.69% -0.23% 7.58% 5.89% 1.82% 6.61% $168.97 $174.78 $ 166.76 $ 160.96 $ 159.29 $164.37 $ 165.70 $ 172.51 $ 195.85 $ 193.04 $ 196.65 0.02 $255.19 3.44%'$ 267.96 4.59 $ 274.76 -3.48%$ 263.13 -1.04 $264.39 3.19 $289.20 1.41%$ 287.50 3.49% 302.41 13.53N 340.99 -1.43% $342.67 187$ 326.13 0.48N 9.38% 0.59% 5.19% 12.76X 0.49% 4.83% 3.05%
